fgem_bfgs: fit fgem using lbfgs

Description Usage Arguments Value

View source: R/FGEM_Func.R

Description

fit fgem using lbfgs

Usage

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
fgem_bfgs(
  X,
  BF,
  Beta0 = c(0, rep(0, ncol(X))),
  verbose = FALSE,
  alpha = 1,
  lambda = c(2, 1, 5 * 10^(-(seq(1, 6, length.out = 75))), 0),
  add_lambda = FALSE,
  progress = FALSE,
  log_BF = FALSE,
  ...
)

Arguments

X

feature matrix

BF

vector of bayes factors

Beta0

initial guess (defaults to 0)

verbose

(whether to give verbose output)

alpha

alpha (as in glmnet). Alpha is the (scalar) proportion of 'lambda' applied to l1 penalization, while '1-alpha' is applied to l2

lambda

vector of shrinkage parameters

...

currently unused

Value

tibble with results of fit


CreRecombinase/FGEM documentation built on July 17, 2020, 5:30 a.m.